+356.7%
IP vs VFC
+845.1%
-488.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.3% |
| 7D | -5.3% | -1.6% | -3.7% | -4.7% |
| 30D | -10.9% | -11.6% | +0.8% | -6.7% |
| 3M | +11.2% | -18.1% | +29.3% | +19.1% |
| 6M | -10.2% | -27.4% | +17.1% | -0.2% |
| YTD | -2.0% | -24.8% | +22.8% | +7.0% |
| 1Y | -19.1% | -8.2% | -10.9% | -19.0% |
| 3Y | +20.9% | -29.1% | +50.0% | +12.6% |
| 5Y | -17.8% | -79.2% | +61.3% | +22.6% |
| 10Y | +23.5% | -68.1% | +91.6% | +46.3% |
| All | +356.7% | +845.1% | -488.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling